+149.6%
KRE vs TROW
+436.0%
-286.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.1% |
| 30D | -3.4% | -5.3% | +1.9% | +0.1% |
| 3M | +3.7% | +2.9% | +0.8% | +0.8% |
| 6M | +14.8% | +22.2% | -7.4% | -0.9% |
| YTD | +14.7% | +8.1% | +6.6% | +7.0% |
| 1Y | +16.0% | +5.8% | +10.2% | +9.8% |
| 3Y | +84.3% | +14.0% | +70.2% | +64.5% |
| 5Y | +30.9% | -38.3% | +69.1% | +68.3% |
| 10Y | +122.0% | +131.7% | -9.7% | +11.6% |
| All | +149.6% | +436.0% | -286.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling